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Title: Generalized linear models for insurance data
Related: International series on actuarial science
Publisher: Cambridge, UK ; New York : Cambridge University Press
Date: 2008
Author/Creator: De Jong, Piet
Author/Creator: Heller, Gillian Z
Description: Practical and rigorous, this book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures and discusses other techniques of interest and how they contrast with GLMs. The focus is on issues that are specific to insurance data and all techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website.
Description: 1. Insurance data -- 2. Respond distributions -- 3. Exponential family responses and estimation -- 4. Linear modeling -- 5. Generalized linear models -- 6. Models for count data -- 7. Categorical responses -- 8. Continuous responses -- 9. Correlated data -- 10. Extensions to the generalized linear model -- App. 1. Computer code and output.
Subject Keyword: Insurance--Mathematics
Subject Keyword: Linear models (Statistics)
Resource Type: book
Organisation: Macquarie University. Dept. of Actuarial Studies
Organisation: Macquarie University. Dept. of Statistics

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